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Pricing Equity Index Options with a Pentanomial NIG Levy Process
Author(s)
Gustafsson, Adam
Type
Dissertation
Version
Imperial Users only
Date Issued
2011
Date Awarded
2011
URI
Format Extent
1032566 bytes
Creator
Gustafsson, Adam
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering